slice 4a (omlx/ornith-35): parseAdjustments (chart events -> price_adjustments) + 12 tests

First dispatch to the LOCAL ornith-35 (omlx) — ~3min vs ~8min for remote. Pure fn
parses yf2 chart events (splits/dividends, array or map) into PriceAdjustment[]; 12
tests incl. NVDA 5y fixture (2 splits + 26 dividends). Reviewed + approved.
This commit is contained in:
Investor Flow Build
2026-06-29 21:50:27 -04:00
parent 965f8d3b1c
commit 190e9500a9
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// Investor Flow — parseAdjustments tests.
import { test } from "node:test";
import assert from "node:assert/strict";
import { parseAdjustments } from "../yfinance-adjustments.ts";
import fixture from "./fixtures/nvda.chart5y.json" with { type: "json" };
test("NVDA 5y fixture: 2 splits + 26 dividends = 28, sorted asc", () => {
const out = parseAdjustments("NVDA", fixture as unknown as Record<string, unknown>);
assert.equal(out.length, 28);
// Verify sorted ascending by exDate.
for (let i = 1; i < out.length; i++) {
assert.ok(
out[i - 1].exDate <= out[i].exDate,
`out of order at index ${i}: ${out[i - 1].exDate} > ${out[i].exDate}`,
);
}
// Exactly 2 splits, both with ratio 4.0 and 10.0.
const splits = out.filter((a) => a.type === "split");
assert.equal(splits.length, 2);
assert.ok(splits.some((s) => s.ratio === 4.0), "should contain 4:1 split");
assert.ok(splits.some((s) => s.ratio === 10.0), "should contain 10:1 split");
// 26 dividends, each ratio is a number.
const divs = out.filter((a) => a.type === "dividend");
assert.equal(divs.length, 26);
for (const d of divs) {
assert.equal(typeof d.ratio, "number", "dividend ratio must be a number");
assert.ok(d.ratio > 0, "dividend ratio must be positive");
}
// All rows carry the symbol.
assert.ok(out.every((a) => a.symbol === "NVDA"), "all rows should carry symbol NVDA");
});
test("one split has ratio 4.0", () => {
const out = parseAdjustments("NVDA", fixture as unknown as Record<string, unknown>);
const s = out.find((a) => a.type === "split" && a.ratio === 4.0);
assert.ok(s, "expected a split with ratio 4.0");
assert.equal(s!.exDate, "2021-07-20");
});
test("a dividend ratio is a number", () => {
const out = parseAdjustments("NVDA", fixture as unknown as Record<string, unknown>);
const d = out.find((a) => a.type === "dividend");
assert.ok(d, "expected at least one dividend");
assert.equal(typeof d!.ratio, "number");
});
test("empty chartJson -> []", () => {
const out = parseAdjustments("X", {});
assert.deepEqual(out, []);
});
test("missing events -> []", () => {
const out = parseAdjustments("X", { quotes: [] });
assert.deepEqual(out, []);
});
test("single split from map-style events", () => {
const chart = {
events: {
splits: {
"1": { date: "2024-06-10T13:30:00Z", numerator: 10, denominator: 1 },
},
},
} as Record<string, unknown>;
const out = parseAdjustments("X", chart);
assert.equal(out.length, 1);
assert.deepEqual(out[0], {
symbol: "X",
exDate: "2024-06-10",
type: "split",
ratio: 10.0,
});
});
test("array-style splits + dividends mixed and sorted", () => {
const chart = {
events: {
splits: [
{ date: "2024-06-10T13:30:00Z", numerator: 2, denominator: 1 },
],
dividends: [
{ date: "2024-03-01T00:00:00Z", amount: 0.5 },
{ date: "2024-09-15T00:00:00Z", amount: 0.25 },
],
},
} as Record<string, unknown>;
const out = parseAdjustments("TSLA", chart);
assert.equal(out.length, 3);
assert.equal(out[0].exDate, "2024-03-01");
assert.equal(out[0].type, "dividend");
assert.equal(out[1].exDate, "2024-06-10");
assert.equal(out[1].type, "split");
assert.equal(out[2].exDate, "2024-09-15");
assert.equal(out[2].type, "dividend");
});
test("defensive: null/undefined entries inside splits array are skipped", () => {
const chart = {
events: {
splits: [
null,
undefined,
{ date: "2024-01-01T00:00:00Z", numerator: 3, denominator: 1 },
],
},
} as Record<string, unknown>;
const out = parseAdjustments("A", chart);
assert.equal(out.length, 1);
assert.equal(out[0].ratio, 3.0);
});
test("defensive: entries missing date are skipped", () => {
const chart = {
events: {
splits: [{ numerator: 5, denominator: 1 }], // no date
},
} as Record<string, unknown>;
const out = parseAdjustments("B", chart);
assert.equal(out.length, 0);
});
test("defensive: events is a map (not array) for splits/dividends", () => {
const chart = {
events: {
splits: {
"a": { date: "2024-01-01T00:00:00Z", numerator: 2, denominator: 1 },
"b": { date: "2024-06-01T00:00:00Z", numerator: 3, denominator: 1 },
},
dividends: {
"x": { date: "2024-03-15T00:00:00Z", amount: 0.1 },
},
},
} as Record<string, unknown>;
const out = parseAdjustments("C", chart);
assert.equal(out.length, 3);
// Should be sorted by date.
assert.equal(out[0].exDate, "2024-01-01");
assert.equal(out[1].exDate, "2024-03-15");
assert.equal(out[2].exDate, "2024-06-01");
});
test("defensive: zero denominator defaults to 1", () => {
const chart = {
events: {
splits: [{ date: "2024-01-01T00:00:00Z", numerator: 4, denominator: 0 }],
},
} as Record<string, unknown>;
const out = parseAdjustments("Z", chart);
assert.equal(out[0].ratio, 4.0); // 4 / 1 (denominator clamped to 1)
});
test("defensive: non-number numerator/amount handled gracefully", () => {
const chart = {
events: {
splits: [{ date: "2024-01-01T00:00:00Z", numerator: "bad" as unknown as number, denominator: 2 }],
dividends: [{ date: "2024-02-01T00:00:00Z", amount: "bad" as unknown as number }],
},
} as Record<string, unknown>;
const out = parseAdjustments("W", chart);
assert.equal(out.length, 2);
// numerator "bad" -> defaults to 1, so ratio = 1/2 = 0.5
assert.equal(out[0].ratio, 0.5);
// amount "bad" -> defaults to 0
assert.equal(out[1].ratio, 0);
});
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// Investor Flow — yfinance-adjustments
// Pure parser for yahoo-finance2 v3 chart `events` payloads into PriceAdjustment rows.
// Zero runtime dependencies: this module only reads JSON-shaped input and emits objects.
/**
* A single corporate-action adjustment row produced by parseAdjustments().
*
* - `symbol` is the ticker the chart was fetched for.
* - `exDate` is the event date in YYYY-MM-DD (UTC, derived from ISO input).
* - `type` is either "split" or "dividend".
* - `ratio`:
* split → numerator / denominator (e.g. 4.0 for a 4:1 split).
* dividend → amount per share in USD (e.g. 0.01).
*/
export interface PriceAdjustment {
symbol: string;
exDate: string;
type: "split" | "dividend";
ratio: number;
}
type SplitEvent = { date: string; numerator: number; denominator: number; splitRatio?: string };
type DividendEvent = { date: string; amount: number };
/**
* Parse a yahoo-finance2 v3 chart response's `events` object into a flat list of
* PriceAdjustment rows, sorted by exDate ascending.
*
* The function is defensive:
* - `chartJson.events` may be absent or null/undefined → return [].
* - `splits` / `dividends` may be absent, null, an array, or a map of keyed objects.
* Both shapes are handled via `Object.values()`.
* - Entries missing a `date` are skipped.
*/
export function parseAdjustments(
symbol: string,
chartJson: Record<string, unknown>,
): PriceAdjustment[] {
const result: PriceAdjustment[] = [];
const events = (chartJson.events as Record<string, unknown>) ?? {};
emitFrom(events.splits, symbol, "split", result);
emitFrom(events.dividends, symbol, "dividend", result);
result.sort((a, b) => (a.exDate < b.exDate ? -1 : a.exDate > b.exDate ? 1 : 0));
return result;
}
function emitFrom(
source: unknown,
symbol: string,
type: "split" | "dividend",
out: PriceAdjustment[],
): void {
if (!source) return;
const entries: Record<string, unknown>[] = Array.isArray(source)
? (source as Record<string, unknown>[])
: Object.values(source as Record<string, unknown>);
for (const entry of entries) {
if (!entry || typeof entry !== "object") continue;
if (type === "split") {
const e = entry as SplitEvent;
if (!e.date) continue;
const numerator = typeof e.numerator === "number" ? e.numerator : 1;
const denominator = typeof e.denominator === "number" && e.denominator !== 0 ? e.denominator : 1;
out.push({
symbol,
exDate: e.date.slice(0, 10),
type: "split",
ratio: numerator / denominator,
});
} else {
const e = entry as DividendEvent;
if (!e.date) continue;
const amount = typeof e.amount === "number" ? e.amount : 0;
out.push({
symbol,
exDate: e.date.slice(0, 10),
type: "dividend",
ratio: amount,
});
}
}
}